<HTML>
<BODY BGCOLOR="white">
<PRE>
<FONT color="green">001</FONT>    /*<a name="line.1"></a>
<FONT color="green">002</FONT>     * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a>
<FONT color="green">003</FONT>     * contributor license agreements.  See the NOTICE file distributed with<a name="line.3"></a>
<FONT color="green">004</FONT>     * this work for additional information regarding copyright ownership.<a name="line.4"></a>
<FONT color="green">005</FONT>     * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a>
<FONT color="green">006</FONT>     * (the "License"); you may not use this file except in compliance with<a name="line.6"></a>
<FONT color="green">007</FONT>     * the License.  You may obtain a copy of the License at<a name="line.7"></a>
<FONT color="green">008</FONT>     *<a name="line.8"></a>
<FONT color="green">009</FONT>     *      http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a>
<FONT color="green">010</FONT>     *<a name="line.10"></a>
<FONT color="green">011</FONT>     * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a>
<FONT color="green">012</FONT>     * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a>
<FONT color="green">013</FONT>     * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a>
<FONT color="green">014</FONT>     * See the License for the specific language governing permissions and<a name="line.14"></a>
<FONT color="green">015</FONT>     * limitations under the License.<a name="line.15"></a>
<FONT color="green">016</FONT>     */<a name="line.16"></a>
<FONT color="green">017</FONT>    <a name="line.17"></a>
<FONT color="green">018</FONT>    package org.apache.commons.math.optimization.general;<a name="line.18"></a>
<FONT color="green">019</FONT>    <a name="line.19"></a>
<FONT color="green">020</FONT>    import org.apache.commons.math.FunctionEvaluationException;<a name="line.20"></a>
<FONT color="green">021</FONT>    import org.apache.commons.math.MaxEvaluationsExceededException;<a name="line.21"></a>
<FONT color="green">022</FONT>    import org.apache.commons.math.MaxIterationsExceededException;<a name="line.22"></a>
<FONT color="green">023</FONT>    import org.apache.commons.math.analysis.DifferentiableMultivariateRealFunction;<a name="line.23"></a>
<FONT color="green">024</FONT>    import org.apache.commons.math.analysis.MultivariateVectorialFunction;<a name="line.24"></a>
<FONT color="green">025</FONT>    import org.apache.commons.math.optimization.GoalType;<a name="line.25"></a>
<FONT color="green">026</FONT>    import org.apache.commons.math.optimization.OptimizationException;<a name="line.26"></a>
<FONT color="green">027</FONT>    import org.apache.commons.math.optimization.RealConvergenceChecker;<a name="line.27"></a>
<FONT color="green">028</FONT>    import org.apache.commons.math.optimization.DifferentiableMultivariateRealOptimizer;<a name="line.28"></a>
<FONT color="green">029</FONT>    import org.apache.commons.math.optimization.RealPointValuePair;<a name="line.29"></a>
<FONT color="green">030</FONT>    import org.apache.commons.math.optimization.SimpleScalarValueChecker;<a name="line.30"></a>
<FONT color="green">031</FONT>    <a name="line.31"></a>
<FONT color="green">032</FONT>    /**<a name="line.32"></a>
<FONT color="green">033</FONT>     * Base class for implementing optimizers for multivariate scalar functions.<a name="line.33"></a>
<FONT color="green">034</FONT>     * &lt;p&gt;This base class handles the boilerplate methods associated to thresholds<a name="line.34"></a>
<FONT color="green">035</FONT>     * settings, iterations and evaluations counting.&lt;/p&gt;<a name="line.35"></a>
<FONT color="green">036</FONT>     * @version $Revision: 786466 $ $Date: 2009-06-19 08:03:14 -0400 (Fri, 19 Jun 2009) $<a name="line.36"></a>
<FONT color="green">037</FONT>     * @since 2.0<a name="line.37"></a>
<FONT color="green">038</FONT>     */<a name="line.38"></a>
<FONT color="green">039</FONT>    public abstract class AbstractScalarDifferentiableOptimizer<a name="line.39"></a>
<FONT color="green">040</FONT>        implements DifferentiableMultivariateRealOptimizer {<a name="line.40"></a>
<FONT color="green">041</FONT>    <a name="line.41"></a>
<FONT color="green">042</FONT>        /** Default maximal number of iterations allowed. */<a name="line.42"></a>
<FONT color="green">043</FONT>        public static final int DEFAULT_MAX_ITERATIONS = 100;<a name="line.43"></a>
<FONT color="green">044</FONT>    <a name="line.44"></a>
<FONT color="green">045</FONT>        /** Maximal number of iterations allowed. */<a name="line.45"></a>
<FONT color="green">046</FONT>        private int maxIterations;<a name="line.46"></a>
<FONT color="green">047</FONT>    <a name="line.47"></a>
<FONT color="green">048</FONT>        /** Number of iterations already performed. */<a name="line.48"></a>
<FONT color="green">049</FONT>        private int iterations;<a name="line.49"></a>
<FONT color="green">050</FONT>    <a name="line.50"></a>
<FONT color="green">051</FONT>        /** Maximal number of evaluations allowed. */<a name="line.51"></a>
<FONT color="green">052</FONT>        private int maxEvaluations;<a name="line.52"></a>
<FONT color="green">053</FONT>    <a name="line.53"></a>
<FONT color="green">054</FONT>        /** Number of evaluations already performed. */<a name="line.54"></a>
<FONT color="green">055</FONT>        private int evaluations;<a name="line.55"></a>
<FONT color="green">056</FONT>    <a name="line.56"></a>
<FONT color="green">057</FONT>        /** Number of gradient evaluations. */<a name="line.57"></a>
<FONT color="green">058</FONT>        private int gradientEvaluations;<a name="line.58"></a>
<FONT color="green">059</FONT>    <a name="line.59"></a>
<FONT color="green">060</FONT>        /** Convergence checker. */<a name="line.60"></a>
<FONT color="green">061</FONT>        protected RealConvergenceChecker checker;<a name="line.61"></a>
<FONT color="green">062</FONT>    <a name="line.62"></a>
<FONT color="green">063</FONT>        /** Objective function. */<a name="line.63"></a>
<FONT color="green">064</FONT>        private DifferentiableMultivariateRealFunction f;<a name="line.64"></a>
<FONT color="green">065</FONT>    <a name="line.65"></a>
<FONT color="green">066</FONT>        /** Objective function gradient. */<a name="line.66"></a>
<FONT color="green">067</FONT>        private MultivariateVectorialFunction gradient;<a name="line.67"></a>
<FONT color="green">068</FONT>    <a name="line.68"></a>
<FONT color="green">069</FONT>        /** Type of optimization. */<a name="line.69"></a>
<FONT color="green">070</FONT>        protected GoalType goalType;<a name="line.70"></a>
<FONT color="green">071</FONT>    <a name="line.71"></a>
<FONT color="green">072</FONT>        /** Current point set. */<a name="line.72"></a>
<FONT color="green">073</FONT>        protected double[] point;<a name="line.73"></a>
<FONT color="green">074</FONT>    <a name="line.74"></a>
<FONT color="green">075</FONT>        /** Simple constructor with default settings.<a name="line.75"></a>
<FONT color="green">076</FONT>         * &lt;p&gt;The convergence check is set to a {@link SimpleScalarValueChecker}<a name="line.76"></a>
<FONT color="green">077</FONT>         * and the maximal number of evaluation is set to its default value.&lt;/p&gt;<a name="line.77"></a>
<FONT color="green">078</FONT>         */<a name="line.78"></a>
<FONT color="green">079</FONT>        protected AbstractScalarDifferentiableOptimizer() {<a name="line.79"></a>
<FONT color="green">080</FONT>            setConvergenceChecker(new SimpleScalarValueChecker());<a name="line.80"></a>
<FONT color="green">081</FONT>            setMaxIterations(DEFAULT_MAX_ITERATIONS);<a name="line.81"></a>
<FONT color="green">082</FONT>            setMaxEvaluations(Integer.MAX_VALUE);<a name="line.82"></a>
<FONT color="green">083</FONT>        }<a name="line.83"></a>
<FONT color="green">084</FONT>    <a name="line.84"></a>
<FONT color="green">085</FONT>        /** {@inheritDoc} */<a name="line.85"></a>
<FONT color="green">086</FONT>        public void setMaxIterations(int maxIterations) {<a name="line.86"></a>
<FONT color="green">087</FONT>            this.maxIterations = maxIterations;<a name="line.87"></a>
<FONT color="green">088</FONT>        }<a name="line.88"></a>
<FONT color="green">089</FONT>    <a name="line.89"></a>
<FONT color="green">090</FONT>        /** {@inheritDoc} */<a name="line.90"></a>
<FONT color="green">091</FONT>        public int getMaxIterations() {<a name="line.91"></a>
<FONT color="green">092</FONT>            return maxIterations;<a name="line.92"></a>
<FONT color="green">093</FONT>        }<a name="line.93"></a>
<FONT color="green">094</FONT>    <a name="line.94"></a>
<FONT color="green">095</FONT>        /** {@inheritDoc} */<a name="line.95"></a>
<FONT color="green">096</FONT>        public int getIterations() {<a name="line.96"></a>
<FONT color="green">097</FONT>            return iterations;<a name="line.97"></a>
<FONT color="green">098</FONT>        }<a name="line.98"></a>
<FONT color="green">099</FONT>    <a name="line.99"></a>
<FONT color="green">100</FONT>        /** {@inheritDoc} */<a name="line.100"></a>
<FONT color="green">101</FONT>        public void setMaxEvaluations(int maxEvaluations) {<a name="line.101"></a>
<FONT color="green">102</FONT>            this.maxEvaluations = maxEvaluations;<a name="line.102"></a>
<FONT color="green">103</FONT>        }<a name="line.103"></a>
<FONT color="green">104</FONT>    <a name="line.104"></a>
<FONT color="green">105</FONT>        /** {@inheritDoc} */<a name="line.105"></a>
<FONT color="green">106</FONT>        public int getMaxEvaluations() {<a name="line.106"></a>
<FONT color="green">107</FONT>            return maxEvaluations;<a name="line.107"></a>
<FONT color="green">108</FONT>        }<a name="line.108"></a>
<FONT color="green">109</FONT>    <a name="line.109"></a>
<FONT color="green">110</FONT>        /** {@inheritDoc} */<a name="line.110"></a>
<FONT color="green">111</FONT>        public int getEvaluations() {<a name="line.111"></a>
<FONT color="green">112</FONT>            return evaluations;<a name="line.112"></a>
<FONT color="green">113</FONT>        }<a name="line.113"></a>
<FONT color="green">114</FONT>    <a name="line.114"></a>
<FONT color="green">115</FONT>        /** {@inheritDoc} */<a name="line.115"></a>
<FONT color="green">116</FONT>        public int getGradientEvaluations() {<a name="line.116"></a>
<FONT color="green">117</FONT>            return gradientEvaluations;<a name="line.117"></a>
<FONT color="green">118</FONT>        }<a name="line.118"></a>
<FONT color="green">119</FONT>    <a name="line.119"></a>
<FONT color="green">120</FONT>        /** {@inheritDoc} */<a name="line.120"></a>
<FONT color="green">121</FONT>        public void setConvergenceChecker(RealConvergenceChecker checker) {<a name="line.121"></a>
<FONT color="green">122</FONT>            this.checker = checker;<a name="line.122"></a>
<FONT color="green">123</FONT>        }<a name="line.123"></a>
<FONT color="green">124</FONT>    <a name="line.124"></a>
<FONT color="green">125</FONT>        /** {@inheritDoc} */<a name="line.125"></a>
<FONT color="green">126</FONT>        public RealConvergenceChecker getConvergenceChecker() {<a name="line.126"></a>
<FONT color="green">127</FONT>            return checker;<a name="line.127"></a>
<FONT color="green">128</FONT>        }<a name="line.128"></a>
<FONT color="green">129</FONT>    <a name="line.129"></a>
<FONT color="green">130</FONT>        /** Increment the iterations counter by 1.<a name="line.130"></a>
<FONT color="green">131</FONT>         * @exception OptimizationException if the maximal number<a name="line.131"></a>
<FONT color="green">132</FONT>         * of iterations is exceeded<a name="line.132"></a>
<FONT color="green">133</FONT>         */<a name="line.133"></a>
<FONT color="green">134</FONT>        protected void incrementIterationsCounter()<a name="line.134"></a>
<FONT color="green">135</FONT>            throws OptimizationException {<a name="line.135"></a>
<FONT color="green">136</FONT>            if (++iterations &gt; maxIterations) {<a name="line.136"></a>
<FONT color="green">137</FONT>                throw new OptimizationException(new MaxIterationsExceededException(maxIterations));<a name="line.137"></a>
<FONT color="green">138</FONT>            }<a name="line.138"></a>
<FONT color="green">139</FONT>        }<a name="line.139"></a>
<FONT color="green">140</FONT>    <a name="line.140"></a>
<FONT color="green">141</FONT>        /** <a name="line.141"></a>
<FONT color="green">142</FONT>         * Compute the gradient vector.<a name="line.142"></a>
<FONT color="green">143</FONT>         * @param point point at which the gradient must be evaluated<a name="line.143"></a>
<FONT color="green">144</FONT>         * @return gradient at the specified point<a name="line.144"></a>
<FONT color="green">145</FONT>         * @exception FunctionEvaluationException if the function gradient<a name="line.145"></a>
<FONT color="green">146</FONT>         */<a name="line.146"></a>
<FONT color="green">147</FONT>        protected double[] computeObjectiveGradient(final double[] point)<a name="line.147"></a>
<FONT color="green">148</FONT>            throws FunctionEvaluationException {<a name="line.148"></a>
<FONT color="green">149</FONT>            ++gradientEvaluations;<a name="line.149"></a>
<FONT color="green">150</FONT>            return gradient.value(point);<a name="line.150"></a>
<FONT color="green">151</FONT>        }<a name="line.151"></a>
<FONT color="green">152</FONT>    <a name="line.152"></a>
<FONT color="green">153</FONT>        /** <a name="line.153"></a>
<FONT color="green">154</FONT>         * Compute the objective function value.<a name="line.154"></a>
<FONT color="green">155</FONT>         * @param point point at which the objective function must be evaluated<a name="line.155"></a>
<FONT color="green">156</FONT>         * @return objective function value at specified point<a name="line.156"></a>
<FONT color="green">157</FONT>         * @exception FunctionEvaluationException if the function cannot be evaluated<a name="line.157"></a>
<FONT color="green">158</FONT>         * or its dimension doesn't match problem dimension or the maximal number<a name="line.158"></a>
<FONT color="green">159</FONT>         * of iterations is exceeded<a name="line.159"></a>
<FONT color="green">160</FONT>         */<a name="line.160"></a>
<FONT color="green">161</FONT>        protected double computeObjectiveValue(final double[] point)<a name="line.161"></a>
<FONT color="green">162</FONT>            throws FunctionEvaluationException {<a name="line.162"></a>
<FONT color="green">163</FONT>            if (++evaluations &gt; maxEvaluations) {<a name="line.163"></a>
<FONT color="green">164</FONT>                throw new FunctionEvaluationException(new MaxEvaluationsExceededException(maxEvaluations),<a name="line.164"></a>
<FONT color="green">165</FONT>                                                      point);<a name="line.165"></a>
<FONT color="green">166</FONT>            }<a name="line.166"></a>
<FONT color="green">167</FONT>            return f.value(point);<a name="line.167"></a>
<FONT color="green">168</FONT>        }<a name="line.168"></a>
<FONT color="green">169</FONT>    <a name="line.169"></a>
<FONT color="green">170</FONT>        /** {@inheritDoc} */<a name="line.170"></a>
<FONT color="green">171</FONT>        public RealPointValuePair optimize(final DifferentiableMultivariateRealFunction f,<a name="line.171"></a>
<FONT color="green">172</FONT>                                             final GoalType goalType,<a name="line.172"></a>
<FONT color="green">173</FONT>                                             final double[] startPoint)<a name="line.173"></a>
<FONT color="green">174</FONT>            throws FunctionEvaluationException, OptimizationException, IllegalArgumentException {<a name="line.174"></a>
<FONT color="green">175</FONT>    <a name="line.175"></a>
<FONT color="green">176</FONT>            // reset counters<a name="line.176"></a>
<FONT color="green">177</FONT>            iterations          = 0;<a name="line.177"></a>
<FONT color="green">178</FONT>            evaluations         = 0;<a name="line.178"></a>
<FONT color="green">179</FONT>            gradientEvaluations = 0;<a name="line.179"></a>
<FONT color="green">180</FONT>    <a name="line.180"></a>
<FONT color="green">181</FONT>            // store optimization problem characteristics<a name="line.181"></a>
<FONT color="green">182</FONT>            this.f        = f;<a name="line.182"></a>
<FONT color="green">183</FONT>            gradient      = f.gradient();<a name="line.183"></a>
<FONT color="green">184</FONT>            this.goalType = goalType;<a name="line.184"></a>
<FONT color="green">185</FONT>            point         = startPoint.clone();<a name="line.185"></a>
<FONT color="green">186</FONT>    <a name="line.186"></a>
<FONT color="green">187</FONT>            return doOptimize();<a name="line.187"></a>
<FONT color="green">188</FONT>    <a name="line.188"></a>
<FONT color="green">189</FONT>        }<a name="line.189"></a>
<FONT color="green">190</FONT>    <a name="line.190"></a>
<FONT color="green">191</FONT>        /** Perform the bulk of optimization algorithm.<a name="line.191"></a>
<FONT color="green">192</FONT>         * @return the point/value pair giving the optimal value for objective function<a name="line.192"></a>
<FONT color="green">193</FONT>         * @exception FunctionEvaluationException if the objective function throws one during<a name="line.193"></a>
<FONT color="green">194</FONT>         * the search<a name="line.194"></a>
<FONT color="green">195</FONT>         * @exception OptimizationException if the algorithm failed to converge<a name="line.195"></a>
<FONT color="green">196</FONT>         * @exception IllegalArgumentException if the start point dimension is wrong<a name="line.196"></a>
<FONT color="green">197</FONT>         */<a name="line.197"></a>
<FONT color="green">198</FONT>        abstract protected RealPointValuePair doOptimize()<a name="line.198"></a>
<FONT color="green">199</FONT>            throws FunctionEvaluationException, OptimizationException, IllegalArgumentException;<a name="line.199"></a>
<FONT color="green">200</FONT>    <a name="line.200"></a>
<FONT color="green">201</FONT>    }<a name="line.201"></a>




























































</PRE>
</BODY>
</HTML>
